I wouldn't naturally use 'big pity', 'what a pity', sounds more natural. :)

Thanks

To intensify "pity," we use the adjective "great," not "big." "It's a pity that..." "It's a great pity that..." In the case of "What a pity," though, we wouldn't add either adjective.

I suggest, "That's too bad." or "I'm sorry to hear that." (This one is used more often for people passing away or other serious events.) or even more simply, "Oh no!"